Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 3.30% | 0.59 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'592 CHF | 61'592 CHF | 98.05% | 98.05% |
12.07.2024 | 3.31% | 0.57 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'478 CHF | 61'478 CHF | 99.55% | 99.55% |
11.07.2024 | 3.12% | 0.61 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'148 CHF | 65'148 CHF | 99.36% | 99.36% |
10.07.2024 | 3.05% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'659 CHF | 66'659 CHF | 99.52% | 99.52% |
09.07.2024 | 2.93% | 0.67 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'264 CHF | 69'264 CHF | 99.52% | 99.52% |
08.07.2024 | 3.06% | 0.65 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'314 CHF | 66'314 CHF | 99.49% | 99.49% |
05.07.2024 | 3.19% | 0.65 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'684 CHF | 63'684 CHF | 98.45% | 98.45% |
04.07.2024 | 3.09% | 0.63 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'747 CHF | 65'747 CHF | 98.68% | 98.68% |
03.07.2024 | 3.04% | 0.64 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'868 CHF | 66'868 CHF | 99.50% | 99.50% |
02.07.2024 | 2.74% | 0.71 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'134 CHF | 74'134 CHF | 99.55% | 99.55% |